My wife got me some craft needles called "crewel needles", for embroidery or some such nonsense. They even have a "needle threader" (flat metal strip with a latched end) that makes even really thick yarn a snap to thread through the needle. Anyways, the needle easily threads your leader and yarn through the foam. I'm new at this, so I haven't caught diddle with my rags (only tried one once, for just a few minutes), but they sure look cool and are fun to make!